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Qualitätsmerkmale Market Making
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| - | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
| 17.03.2023 | 10.54% | 0.07 | 0.08 | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 136'264 | 20'169 | 100.00% | 100.00% |
| 16.03.2023 | 14.13% | 0.11 | 0.12 | 1'500'000 | 200'000 | 1'500'000 | 268'856 | 104'173 | 20'695 | 98.98% | 98.98% |
| 15.03.2023 | 15.75% | 0.05 | 0.06 | 1'500'000 | 400'000 | 1'500'000 | 325'880 | 88'677 | 22'346 | 99.99% | 99.99% |
| 14.03.2023 | 20.10% | 0.05 | 0.06 | 1'500'000 | 400'000 | 1'500'000 | 431'301 | 67'868 | 23'662 | 99.57% | 99.57% |
| 13.03.2023 | 17.64% | 0.05 | 0.06 | 1'000'000 | 400'000 | 872'154 | 446'392 | 45'290 | 27'651 | 100.00% | 100.00% |
| 10.03.2023 | 10.72% | 0.08 | 0.09 | 750'000 | 300'000 | 750'000 | 285'194 | 67'023 | 28'031 | 99.81% | 99.81% |
| 09.03.2023 | 6.60% | 0.15 | 0.16 | 750'000 | 200'000 | 750'000 | 200'000 | 110'006 | 31'335 | 98.48% | 98.48% |
| 08.03.2023 | 6.85% | 0.14 | 0.15 | 750'000 | 200'000 | 750'000 | 216'642 | 105'923 | 32'694 | 100.00% | 100.00% |
| 07.03.2023 | 4.43% | 0.19 | 0.20 | 750'000 | 200'000 | 750'000 | 200'000 | 166'255 | 46'335 | 100.00% | 100.00% |
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